+132.2%
LLY vs INTU
-29.7%
+162.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +13.9% | +15.4% | -1.5% | +11.5% |
| 3M | +13.8% | +6.6% | +7.2% | +12.6% |
| 6M | +37.6% | -11.3% | +48.9% | +38.2% |
| YTD | +26.6% | -47.7% | +74.3% | +43.2% |
| 1Y | +45.3% | -47.0% | +92.4% | +63.6% |
| 3Y | +132.2% | -29.9% | +162.2% | +127.7% |
| All | +132.2% | -29.7% | +162.0% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling